0.22Open0.37Pre Close6 Volume46 Open Interest157.50Strike Price202.00Turnover31.61%IV2.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.2106Delta0.0665Gamma306.38Leverage Ratio-0.2395Theta-0.0024Rho-64.54Eff Leverage0.0397Vega